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    The 2nd KRX Stock Investment Algorithm Competition

    Algorithm | Structured | Time-Series | Building Portfolio | Finance | Sharpe Index

    • moneyIcon Prize : 5,000 만원
    • 1,323 Users Completed
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    [자퇴생팀]ARIMA와 GARCH를 사용한 주식 투자 알고리즘

    자퇴생

    공동작성자

    stroke
    2023.07.31 23:22 1,733 Views language
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    ARIMA와 GARCH를 이용해
    이동평균선의 정배열을 학습하고 GARCH 모델로 변동성을 예측해 순위를 매긴 코드입니다.

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